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FIAT vs. CWB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIAT vs. CWB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Short COIN Option Income Strategy ETF (FIAT) and SPDR Bloomberg Barclays Convertible Securities ETF (CWB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FIAT achieves a 12.97% return, which is significantly lower than CWB's 24.57% return.


FIAT

1D
-0.45%
1M
8.66%
YTD
12.97%
6M
19.81%
1Y
21.67%
3Y*
5Y*
10Y*

CWB

1D
-0.14%
1M
4.67%
YTD
24.57%
6M
22.13%
1Y
39.20%
3Y*
19.32%
5Y*
7.23%
10Y*
13.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIAT vs. CWB - Yearly Performance Comparison


Correlation

The correlation between FIAT and CWB is -0.62, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.62

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2024

-0.66

The correlation between FIAT and CWB has been stable across timeframes, ranging from -0.66 to -0.62 - a consistent structural relationship.

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Return for Risk

FIAT vs. CWB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FIAT
FIAT Risk / Return Rank: 1616
Overall Rank
FIAT Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FIAT Sortino Ratio Rank: 1616
Sortino Ratio Rank
FIAT Omega Ratio Rank: 1717
Omega Ratio Rank
FIAT Calmar Ratio Rank: 1616
Calmar Ratio Rank
FIAT Martin Ratio Rank: 1414
Martin Ratio Rank

CWB
CWB Risk / Return Rank: 8484
Overall Rank
CWB Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CWB Sortino Ratio Rank: 7979
Sortino Ratio Rank
CWB Omega Ratio Rank: 8181
Omega Ratio Rank
CWB Calmar Ratio Rank: 9090
Calmar Ratio Rank
CWB Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FIAT vs. CWB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Short COIN Option Income Strategy ETF (FIAT) and SPDR Bloomberg Barclays Convertible Securities ETF (CWB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FIATCWBDifference
Sharpe ratioReturn per unit of total volatility

-2.19

Sortino ratioReturn per unit of downside risk

-2.50

Omega ratioGain probability vs. loss probability

1.12

1.46

-0.35

Calmar ratioReturn relative to maximum drawdown

0.64

5.24

-4.60

Martin ratioReturn relative to average drawdown

1.23

17.71

-16.49

FIAT vs. CWB - Sharpe Ratio Comparison

The current FIAT Sharpe Ratio is 0.41, which is lower than the CWB Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of FIAT and CWB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FIAT vs. CWB - Drawdown Comparison

The maximum FIAT drawdown since its inception was -70.50%, which is greater than CWB's maximum drawdown of -32.06%. Use the drawdown chart below to compare losses from any high point for FIAT and CWB.


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Drawdown Indicators


FIATCWBDifference

Max Drawdown

Largest peak-to-trough decline

-70.50%

-32.06%

-38.44%

Max Drawdown (1Y)

Largest decline over 1 year

-34.22%

-7.52%

-26.70%

Max Drawdown (3Y)

Largest decline over 3 years

-11.92%

Max Drawdown (5Y)

Largest decline over 5 years

-28.41%

Max Drawdown (10Y)

Largest decline over 10 years

-32.06%

Current Drawdown

Current decline from peak

-51.31%

-0.29%

-51.02%

Average Drawdown

Average peak-to-trough decline

-45.39%

-6.16%

-39.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.67%

2.22%

+15.45%

Volatility

FIAT vs. CWB - Volatility Comparison

YieldMax Short COIN Option Income Strategy ETF (FIAT) has a higher volatility of 14.01% compared to SPDR Bloomberg Barclays Convertible Securities ETF (CWB) at 6.68%. This indicates that FIAT's price experiences larger fluctuations and is considered to be riskier than CWB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIATCWBDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.01%

6.68%

+7.33%

Volatility (6M)

Calculated over the trailing 6-month period

42.80%

12.58%

+30.22%

Volatility (1Y)

Calculated over the trailing 1-year period

53.58%

15.18%

+38.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.27%

13.18%

+47.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.27%

14.58%

+45.69%

FIAT vs. CWB - Expense Ratio Comparison

FIAT has a 0.99% expense ratio, which is higher than CWB's 0.40% expense ratio.


Dividends

FIAT vs. CWB - Dividend Comparison

FIAT's dividend yield for the trailing twelve months is around 103.12%, more than CWB's 1.34% yield.


PositionTTM20252024202320222021202020192018201720162015
CWB
SPDR Bloomberg Barclays Convertible Securities ETF
1.34%1.69%1.85%1.97%2.21%1.97%2.34%3.03%6.17%4.25%4.60%7.52%
FIAT
YieldMax Short COIN Option Income Strategy ETF
103.12%178.11%70.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FIAT and CWB have a correlation of -0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FIAT has higher volatility (14.01%) compared to CWB (6.68%). In terms of maximum drawdown, FIAT dropped -70.50% vs CWB's -32.06%.

On 1-year performance, CWB leads with 39.20% vs 21.67% for FIAT. On fees, CWB is cheaper at 0.40% per year. On volatility, CWB has been the lower-risk option at 6.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CWB has performed better with a 39.20% return vs 21.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CWB is cheaper with a 0.40% expense ratio, compared with 0.99% for FIAT.

FIAT has the higher dividend yield at 103.12%, compared with 1.34% for CWB.

FIAT is categorized as Derivative Income, while CWB is Preferred Stock/Convertible Bonds. They also come from different issuers: YieldMax and State Street. Their fees differ too: 0.99% for FIAT and 0.40% for CWB.

CWB currently has the higher Sharpe Ratio (2.60 vs 0.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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